Efficient generation of Poisson distributed random variables:
Abstract: "Two algorithms are presented to generate random number samples from a Poisson distribution. The first algorithm exploits the relationship between the exponential distribution and the Poisson distribution. It is simple to implement, but its performance varies as a function of the mean...
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| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Urbana, Ill.
1989
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| Series: | Center for Supercomputing Research and Development <Urbana, Ill.>: CSRD report
900 |
| Subjects: | |
| Summary: | Abstract: "Two algorithms are presented to generate random number samples from a Poisson distribution. The first algorithm exploits the relationship between the exponential distribution and the Poisson distribution. It is simple to implement, but its performance varies as a function of the mean of the distribution. The second algorithm uses a combination of techniques to efficiently generate samples in a time that is independent of the mean. This algorithm is found to be about ten times faster than the first algorithm for a particular set of parameters." |
| Physical Description: | 15 S. |
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| 264 | 1 | |a Urbana, Ill. |c 1989 | |
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| 520 | 3 | |a Abstract: "Two algorithms are presented to generate random number samples from a Poisson distribution. The first algorithm exploits the relationship between the exponential distribution and the Poisson distribution. It is simple to implement, but its performance varies as a function of the mean of the distribution. The second algorithm uses a combination of techniques to efficiently generate samples in a time that is independent of the mean. This algorithm is found to be about ten times faster than the first algorithm for a particular set of parameters." | |
| 650 | 4 | |a Poisson distribution | |
| 650 | 4 | |a Random number generators | |
| 830 | 0 | |a Center for Supercomputing Research and Development <Urbana, Ill.>: CSRD report |v 900 |w (DE-604)BV008930033 |9 900 | |
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| author | Lilja, David J. |
| author_facet | Lilja, David J. |
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| id | DE-604.BV008949519 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-09T17:27:18Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-005905176 |
| oclc_num | 22466823 |
| open_access_boolean | |
| owner | DE-29T |
| owner_facet | DE-29T |
| physical | 15 S. |
| publishDate | 1989 |
| publishDateSearch | 1989 |
| publishDateSort | 1989 |
| record_format | marc |
| series | Center for Supercomputing Research and Development <Urbana, Ill.>: CSRD report |
| series2 | Center for Supercomputing Research and Development <Urbana, Ill.>: CSRD report |
| spelling | Lilja, David J. Verfasser aut Efficient generation of Poisson distributed random variables Urbana, Ill. 1989 15 S. txt rdacontent n rdamedia nc rdacarrier Center for Supercomputing Research and Development <Urbana, Ill.>: CSRD report 900 Abstract: "Two algorithms are presented to generate random number samples from a Poisson distribution. The first algorithm exploits the relationship between the exponential distribution and the Poisson distribution. It is simple to implement, but its performance varies as a function of the mean of the distribution. The second algorithm uses a combination of techniques to efficiently generate samples in a time that is independent of the mean. This algorithm is found to be about ten times faster than the first algorithm for a particular set of parameters." Poisson distribution Random number generators Center for Supercomputing Research and Development <Urbana, Ill.>: CSRD report 900 (DE-604)BV008930033 900 |
| spellingShingle | Lilja, David J. Efficient generation of Poisson distributed random variables Center for Supercomputing Research and Development <Urbana, Ill.>: CSRD report Poisson distribution Random number generators |
| title | Efficient generation of Poisson distributed random variables |
| title_auth | Efficient generation of Poisson distributed random variables |
| title_exact_search | Efficient generation of Poisson distributed random variables |
| title_full | Efficient generation of Poisson distributed random variables |
| title_fullStr | Efficient generation of Poisson distributed random variables |
| title_full_unstemmed | Efficient generation of Poisson distributed random variables |
| title_short | Efficient generation of Poisson distributed random variables |
| title_sort | efficient generation of poisson distributed random variables |
| topic | Poisson distribution Random number generators |
| topic_facet | Poisson distribution Random number generators |
| volume_link | (DE-604)BV008930033 |
| work_keys_str_mv | AT liljadavidj efficientgenerationofpoissondistributedrandomvariables |